500. Ergodic Theorems for Lower Probabilities
by S. Cerreia-Vioglio, F. Maccheroni, and M. Marinacci
We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As an application, we provide a version for lower probabilities of the Strong Law of Large Numbers.
IGIER - Università Bocconi